+373.4%
VST vs UTHR
+114.7%
+258.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.5% |
| 7D | +8.9% | -5.4% | +14.3% | +9.1% |
| 30D | +6.2% | -6.0% | +12.3% | +6.5% |
| 3M | -2.7% | -11.0% | +8.2% | -2.3% |
| 6M | -8.4% | -0.5% | -7.8% | -8.5% |
| YTD | -7.2% | +0.1% | -7.3% | -7.5% |
| 1Y | -20.9% | +28.2% | -49.1% | -22.2% |
| All | +373.4% | +114.7% | +258.7% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling